Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.489842 0.548602 0.615267 0.697302 0.796667 0.914644 1.067668
2025-08-17 0.399510 0.466864 0.548492 0.656808 0.800155 0.988668 1.265182
2025-08-24 0.350466 0.422366 0.513865 0.642548 0.825508 1.088144 1.519628
2025-08-31 0.332203 0.412198 0.518895 0.677918 0.921552 1.306691 2.030507
2025-09-07 0.305774 0.387133 0.499292 0.673629 0.956173 1.438267 2.454446
2025-09-14 0.282210 0.363016 0.477376 0.661324 0.973855 1.543986 2.881825
2025-09-21 0.264633 0.345365 0.462415 0.656835 1.002545 1.676924 3.451964
2025-09-28 0.247383 0.326533 0.443501 0.642870 1.010928 1.771204 3.993020
2025-10-05 0.243937 0.327547 0.454757 0.680478 1.122965 2.128831 5.686040
2025-10-12 0.245451 0.335975 0.478334 0.743048 1.301106 2.736444 9.468368
2025-10-19 0.233021 0.321711 0.463282 0.732273 1.319267 2.925401 11.775587
2025-10-26 0.223200 0.310860 0.452943 0.729021 1.353942 3.184328 15.463781
2025-11-02 0.209158 0.293090 0.430598 0.702076 1.333073 3.277917 18.645476
2025-11-09 0.194483 0.273492 0.403744 0.663303 1.276130 3.224255 20.362571
2025-11-16 0.184995 0.261827 0.389938 0.649636 1.280951 3.409867 26.881121
2025-11-23 0.183626 0.263388 0.399590 0.685930 1.427877 4.295698 66.172979
2025-11-30 0.176744 0.255247 0.390947 0.681695 1.461275 4.718353 125.323074
2025-12-07 0.169357 0.245829 0.379235 0.669221 1.467583 5.018645 243.117885
2025-12-14 0.163536 0.238775 0.371430 0.664671 1.497695 5.500608 859.936873
2025-12-21 0.156979 0.230117 0.360004 0.650467 1.493864 5.780534 5270.350725
2025-12-28 0.156903 0.232718 0.370275 0.688748 1.677942 7.727420 NaN
2026-01-04 0.159172 0.239577 0.389473 0.752476 1.987904 12.057887 NaN
2026-01-11 0.153811 0.232392 0.379926 0.741498 2.003311 13.233345 NaN